+507.1%
MDLZ vs MTB
+481.7%
+25.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +2.2% | -0.7% | +2.8% | +2.3% |
| 30D | +10.1% | +1.4% | +8.7% | +9.8% |
| 3M | +9.1% | -11.6% | +20.7% | +11.8% |
| 6M | +10.0% | +5.4% | +4.6% | +8.6% |
| YTD | +26.8% | +11.7% | +15.1% | +23.5% |
| 1Y | +22.5% | +20.5% | +2.0% | +17.4% |
| 3Y | +5.3% | +104.5% | -99.2% | -11.4% |
| 5Y | +21.4% | +65.1% | -43.6% | +4.6% |
| 10Y | +102.0% | +119.5% | -17.5% | +53.8% |
| All | +507.1% | +481.7% | +25.5% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling